HOU Yuhua. Approximate M-estimates of Parameters in Linear Model with MA(q) Noise[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 413-421.
Citation: HOU Yuhua. Approximate M-estimates of Parameters in Linear Model with MA(q) Noise[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 413-421.

Approximate M-estimates of Parameters in Linear Model with MA(q) Noise

  • In this paper, we define an approximate M-estimates for linear model parameters in noise having a moving average on the basis of paper 1. The consistency of the estimates is proved under some conditions.
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